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MRA Strategy & Market Commentary

In order to effectively develop and communicate actionable ideas to our clients, we have restricted public access to our strategy pieces. If you are an institutional investor and are interested in receiving our daily strategy pieces or would like to be added to our daily distribution list, please email Dean Curnutt at .

For all press inquiries, please contact Dukas Public Relations at (212) 704-7385 x 3664.

A history of daily commentaries and their respective topics by month can be accessed using the following links. Please contact us for more information or to obtain a past copy.

February 2012
January 2012
December 2011
November 2011
October 2011
September 2011
August 2011
July 2011
June 2011
May 2011
April 2011
March 2011
February 2011
January 2011
December 2010
November 2010
October 2010
September 2010
August 2010
July 2010
June 2010
May 2010
April 2010
March 2010
February 2010
January 2010

May 2010

Sunday Monday Tuesday Wednesday Thursday Friday Saturday

 
 
 
 
1
 
2

 
 
 
3
Volitics

 (Volatility in the VIX) 

4
The Theta-hater
 
(A Low Carry Hedge) 
5
 Vols of America: Rise Up!
 
(SPX Termstructure, Thoughts on Vol)
6
Skeeew's...Out...
For...Summer!
 
(Financial Skew) 
7
 After the Crash: A Police Report
 
(Thoughts on the Market Crash)
8

 
 
 
9

 
 
 
10
Bazooka Ben Meets Bazooka Jean-Claude
 
(ECB Sovereign Intervention) 
11
Quantitative Teasing
 
(European Bailout, Quantitative Easing) 
12
GO Johnny GO GOLD GO
 
(Gold, Inflation) 
13
Trades We Like

(Trades We Like)

14
 Outstanding Warrants
 
(PNC and JPM Warrants)
15
16
17
 French Toast?
 
(Sovereign Risk, France)
18
A Downside Discount
 
(Index Skew)
19
 A Familiar Tune
 
(Germany's Short Selling Ban)
20
The Unwind Game

(The Right Hedge: Long Gamma Short Vega)

21
 Gone a'Skew
 
(Record Put Skew Levels)
22

 
23
24
A Long Date with Index Vol
 
(Long Dated Index Volatility) 
25
"Here, Diagonally"..."Pretty Sneaky, VIX"
 
(Diagonal Put Spreads in Financials)
26
House of the Rising Delinquencies
 
(Housing) 
27
...On the Rocks with a Squeeze of Stock
 
(Short Squeeze)
28
 What Does the "ALL CLEAR" Bell Sound Like?
 
(Blooming Risks in the Market)
 
29

 
 
 
30

 
 
 
31

Memorial Day
 


 
 
 
 

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